学科分类
/ 1
1 个结果
  • 简介:Inthefinancemarket,riskhappenedintwopattern.Inonecase,extremevolatilitytogetherwithashortbalancetimeleadstoagreatpanictothemarket.Onthecontrary,ifthevolatilityissmaller,thetimeperiodwillusuallybelonger.Itwillbringmanyinfectionstovariousrelatedfields,whichcauseswiderrangeinfluencestotheeconomy.Bothcaseshurtfinancialmarketandtheeconomyitselfdeeply.Inthispaper,wedevelopedanovelmarketregulationmethodinwhichtheconflictoffluctuationtimeandvolatilitywillbebalanced.Itdescribesawaytocomputeaportfolioofrelativelyshorttimeperiodtogetherwithsmallerfluctuationvolatilitybyusingageneralpredictionalgorithmbasedonovershootincybernetics.Itcanalsogiveexplanationtocounter-cyclicalsupervisiontheoryandmacro-prudentialregulation.Furthermore,itcanprovidenumericaloperationguideforcountercyclicalsupervisiontheoryandmacro-prudentialregulation.

  • 标签: